Transparent background Fubar

First of all, yes i have searched the forum and couldn't seem to find anything.
Second, yes i have searched google and couldn't find anything either.

I'm wanna make something similar to this:

I want to make a transparent backrgound for the fubar, but there's no option to do that in the fubar options.
The only way i could imagine was possible is to make my own texture just with a transparent background?
But i can't figure out how to do that, because if you want to make an alpha layer, it's required to load a selection. And to load a selection it's required to draw something, which kinda ruins the whole transparent-thing.